One-dimensional Stratonovich differential equations

DOI10.1214/AOP/1176989414zbMath0773.60049OpenAlexW1999615896MaRDI QIDQ2365756

Jaime San Martín

Publication date: 29 June 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989414

zbMATH Keywords

semimartingalesmaximal and minimal solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (4)

General change of variable formulas for semimartingales in one and finite dimensions ⋮ Differentiable selections of multifunctions and their applications ⋮ Martingale problem to Stratonovich stochastic inclusion ⋮ A note on monotone iterative technique for one-dimensional stochastic differential equations

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